-32.8%
FPS vs AMC
+115.1%
-147.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.0% | +6.7% |
| 7D | -24.5% | +2.6% | -27.1% | -24.4% |
| 30D | -52.1% | +9.0% | -61.1% | -52.3% |
| 3M | -48.4% | +22.2% | -70.5% | -49.5% |
| 6M | -54.4% | +91.5% | -145.8% | -60.9% |
| All | -32.8% | +115.1% | -147.9% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling